Black Widow also said Thor and Loki "come from legend and they're basically gods" and at the end of the film Nick Fury called Thor a straight up "god".

That's right! I interpreted the first one as saying they are like gods, or might as well be gods, with the "basically" and because they're known from old stories about them. It would be very surreal to have them appear again. I can't remember the context for the second quote. I think the MCU is doing a fine job of not dissipating Thor's magic and status, whilst also not tethering Asgard to a state of actual godliness amongst humans. I do recall something in the comics about Odin's forbear creating humans; if we get a similar godly origin story in the MCU I'll be impressed. (Though one Docor Who novel has the Timelords doing that, and though they resemble the MCU Asgardians in many ways, aren't gods despite the wordplay around the concept a few seasons ago.)

It's an interesting distinction - what makes a god and not an alien? In, for example, the recent NZ show The Almighty Johnsons, the Norse gods are definitely gods. They are inextricably linked to Earth, are fed by worship/being remembered, Asgard is a different plane not planet, they are not essentially corporeal, and all have powers and natures and fates according to their purview. The 616 comics tick most or all of these boxes. I'm still not sure MCU Asgard does.